Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 87806.83 Day 37 2330.58 30-90 Days G-1 7136.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 40022.67 Day 37 2242.98 30-90 Days G-2 1508.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38362.94 Day 37 5747.40 <30 Days G-3 1927.20 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81411.73 Day 37 1916.84 <30 Days IG-1 755.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87168.11 Day 37 11614.19 <30 Days IG-2 1980.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18282.54 Day 37 2369.26 <30 Days S-1 1604.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52112.19 Day 37 6547.18 Open S-2 9344.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45209.97 Day 37 1077.28 <30 Days S-3 7615.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28300.01 Day 37 1150.34 30-90 Days S-4 1125.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 101791.10 Day 37 9088.34 30-90 Days S-5 15539.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 365.44 Day 37 13.93 Open S-6 14.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4026.17 Day 37 453.28 <30 Days S-7 522.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 64452.71 Day 38 1056.97 Open A-0-Q 2490.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28176.83 Day 38 1899.39 30-90 Days A-1-Q 5243.78 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 35827.46 Day 38 1058.42 91-180 Days A-2-Q 7004.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91474.49 Day 38 1140.76 Open A-3-Q 244.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 30425.27 Day 38 2296.56 91-180 Days A-4-Q 1662.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49318.64 Day 38 2697.02 <30 Days A-5-Q 3364.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41637.52 Day 38 5150.37 Open CB-1-Q 948.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15469.59 Day 38 590.81 <30 Days CB-2-Q 118.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 78747.71 Day 38 8001.32 <30 Days S-1-Q 713.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 25557.19 Day 38 1281.14 <30 Days S-2-Q 9.95 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 40883.67 Day 38 4271.19 Open S-3-Q 2469.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63621.37 Day 38 8528.60 Open S-4-Q 483.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43551.47 Day 38 2915.28 Open CB-3-Q 739.57 Yes Liberty Wealth Management LLC Finance